+113.5%
AAOI vs FND
+56.5%
+57.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.6% |
| 7D | -0.2% | -5.8% | +5.6% | +2.0% |
| 30D | -23.7% | -20.2% | -3.5% | -17.3% |
| 3M | -39.0% | -12.0% | -27.1% | -37.1% |
| 6M | -17.0% | -18.5% | +1.5% | -13.9% |
| YTD | +202.2% | -22.3% | +224.5% | +212.0% |
| 1Y | +292.4% | -47.6% | +340.0% | +380.8% |
| 3Y | +804.4% | -49.8% | +854.1% | +1,022.6% |
| 5Y | +1,318.0% | -63.0% | +1,381.0% | +1,794.6% |
| All | +113.5% | +56.5% | +57.0% | +109.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FND wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling